Pandas Profiling Report

Dataset statistics

Number of variables	19
Number of observations	740774
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	107.4 MiB
Average record size in memory	152.0 B

Variable types

DateTime	2
Numeric	16
Categorical	1

Alerts

`C_SIZE` has a high cardinality: 193090 distinct values	High cardinality
`UNDERLYING_LAST` is highly overall correlated with `STRIKE`	High correlation
`DTE` is highly overall correlated with `C_VEGA` and 1 other fields	High correlation
`C_DELTA` is highly overall correlated with `C_LAST` and 3 other fields	High correlation
`C_GAMMA` is highly overall correlated with `C_IV` and 5 other fields	High correlation
`C_VEGA` is highly overall correlated with `DTE` and 1 other fields	High correlation
`C_THETA` is highly overall correlated with `STRIKE_DISTANCE_PCT`	High correlation
`C_RHO` is highly overall correlated with `DTE` and 4 other fields	High correlation
`C_IV` is highly overall correlated with `C_GAMMA` and 3 other fields	High correlation
`C_LAST` is highly overall correlated with `C_DELTA` and 5 other fields	High correlation
`C_BID` is highly overall correlated with `C_DELTA` and 5 other fields	High correlation
`C_ASK` is highly overall correlated with `C_DELTA` and 5 other fields	High correlation
`STRIKE` is highly overall correlated with `UNDERLYING_LAST` and 1 other fields	High correlation
`STRIKE_DISTANCE` is highly overall correlated with `C_GAMMA` and 1 other fields	High correlation
`STRIKE_DISTANCE_PCT` is highly overall correlated with `C_GAMMA` and 2 other fields	High correlation
`C_GAMMA` is highly skewed (γ1 = 72.98957532)	Skewed
`C_VEGA` is highly skewed (γ1 = -276.0944803)	Skewed
`C_IV` is highly skewed (γ1 = 25.82166229)	Skewed
`C_VOLUME` is highly skewed (γ1 = 35.21903634)	Skewed
`C_GAMMA` has 8633 (1.2%) zeros	Zeros
`C_BID` has 14468 (2.0%) zeros	Zeros

Reproduction

Analysis started	2023-10-07 23:50:12.021608
Analysis finished	2023-10-07 23:52:28.161938
Duration	2 minutes and 16.14 seconds
Software version	pandas-profiling v3.6.6
Download configuration	config.json

QUOTE_DATE
Date

Distinct	1884
Distinct (%)	0.3%
Missing	0
Missing (%)	0.0%
Memory size	5.7 MiB

Minimum	2016-01-04 00:00:00
Maximum	2023-06-30 00:00:00

Histogram

Histogram with fixed size bins (bins=50)

UNDERLYING_LAST
Real number (ℝ)

Distinct	1767
Distinct (%)	0.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	183.88008

Minimum	90.34
Maximum	506.19
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	90.34
5-th percentile	109.1
Q1	133.49
median	156.49
Q3	203.78
95-th percentile	353.63
Maximum	506.19
Range	415.85
Interquartile range (IQR)	70.29

Descriptive statistics

Standard deviation	78.132088
Coefficient of variation (CV)	0.42490783
Kurtosis	2.8848006
Mean	183.88008
Median Absolute Deviation (MAD)	28.9
Skewness	1.7307023
Sum	1.3621358 × 10⁸
Variance	6104.6231
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
150	1715	0.2%
142.57	1642	0.2%
154.53	1565	0.2%
116.55	1530	0.2%
142.53	1467	0.2%
131.74	1454	0.2%
115.05	1381	0.2%
121.39	1305	0.2%
125.9	1279	0.2%
145.38	1208	0.2%
Other values (1757)	726228	98.0%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
90.34	251	< 0.1%
90.52	254	< 0.1%
92.04	192	< 0.1%
92.51	219	< 0.1%
92.72	288	< 0.1%
92.82	262	< 0.1%
93.24	289	< 0.1%
93.34	191	< 0.1%
93.42	252	< 0.1%
93.43	219	< 0.1%

Value	Count	Frequency (%)
506.19	770	0.1%
503.68	611	0.1%
500.04	952	0.1%
499.3	865	0.1%
499.23	800	0.1%
497.48	934	0.1%
473.1	913	0.1%
462.82	918	0.1%
462.08	849	0.1%
460.03	937	0.1%

EXPIRE_DATE
Date

Distinct	412
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Memory size	5.7 MiB

Minimum	2016-01-08 00:00:00
Maximum	2025-12-19 00:00:00

Histogram

Histogram with fixed size bins (bins=50)

EXPIRE_UNIX
Real number (ℝ)

Distinct	412
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	1.6113192 × 10⁹

Minimum	1.4522868 × 10⁹
Maximum	1.766178 × 10⁹
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	1.4522868 × 10⁹
5-th percentile	1.4873652 × 10⁹
Q1	1.5750612 × 10⁹
median	1.6179984 × 10⁹
Q3	1.6579152 × 10⁹
95-th percentile	1.702674 × 10⁹
Maximum	1.766178 × 10⁹
Range	3.138912 × 10⁸
Interquartile range (IQR)	82854000

Descriptive statistics

Standard deviation	63190040
Coefficient of variation (CV)	0.039216338
Kurtosis	-0.28615525
Mean	1.6113192 × 10⁹
Median Absolute Deviation (MAD)	41126400
Skewness	-0.44718903
Sum	1.1936234 × 10¹⁵
Variance	3.9929811 × 10¹⁵
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1642798800	31898	4.3%
1655496000	29082	3.9%
1610744400	25497	3.4%
1624046400	25287	3.4%
1663358400	24121	3.3%
1631908800	20232	2.7%
1674248400	18690	2.5%
1592596800	18173	2.5%
1579294800	17044	2.3%
1686945600	14865	2.0%
Other values (402)	515885	69.6%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
1452286800	35	< 0.1%
1452891600	333	< 0.1%
1453496400	153	< 0.1%
1454101200	338	< 0.1%
1454706000	596	0.1%
1455310800	733	0.1%
1455915600	618	0.1%
1456520400	956	0.1%
1457125200	636	0.1%
1457730000	537	0.1%

Value	Count	Frequency (%)
1766178000	2068	0.3%
1750449600	1814	0.2%
1737147600	5422	0.7%
1734728400	716	0.1%
1726862400	1096	0.1%
1719000000	8355	1.1%
1710532800	2801	0.4%
1705698000	14713	2.0%
1702674000	2199	0.3%
1700254800	819	0.1%

DTE
Real number (ℝ)

Distinct	1812
Distinct (%)	0.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	222.63459

Minimum	0
Maximum	1059
Zeros	5816
Zeros (%)	0.8%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	8
Q1	31
median	128
Q3	359
95-th percentile	728
Maximum	1059
Range	1059
Interquartile range (IQR)	328

Descriptive statistics

Standard deviation	237.00224
Coefficient of variation (CV)	1.0645346
Kurtosis	0.079793312
Mean	222.63459
Median Absolute Deviation (MAD)	107
Skewness	1.1026104
Sum	1.6492192 × 10⁸
Variance	56170.061
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
17	8387	1.1%
16	8259	1.1%
15	8233	1.1%
23	8086	1.1%
22	8063	1.1%
24	8055	1.1%
10	7833	1.1%
21	7682	1.0%
14	7626	1.0%
9	7453	1.0%
Other values (1802)	661097	89.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	5816	0.8%
1	5728	0.8%
2	5934	0.8%
3	6283	0.8%
4	5458	0.7%
6	235	< 0.1%
6.96	166	< 0.1%
7	6182	0.8%
7.04	92	< 0.1%
7.96	179	< 0.1%

Value	Count	Frequency (%)
1059	3	< 0.1%
1058	11	< 0.1%
1057	15	< 0.1%
1054	14	< 0.1%
1053	13	< 0.1%
1052	11	< 0.1%
1051	20	< 0.1%
1050	18	< 0.1%
1047	16	< 0.1%
1046	12	< 0.1%

C_DELTA
Real number (ℝ)

Distinct	99334
Distinct (%)	13.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.59617125

Minimum	0
Maximum	1
Zeros	4
Zeros (%)	< 0.1%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	0.01853
Q1	0.30461
median	0.689475
Q3	0.88756
95-th percentile	0.98674
Maximum	1
Range	1
Interquartile range (IQR)	0.58295

Descriptive statistics

Standard deviation	0.32890263
Coefficient of variation (CV)	0.55169154
Kurtosis	-1.1945427
Mean	0.59617125
Median Absolute Deviation (MAD)	0.233835
Skewness	-0.49431646
Sum	441628.16
Variance	0.10817694
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	5159	0.7%
0.00147	79	< 0.1%
0.00135	73	< 0.1%
0.0012	71	< 0.1%
0.00127	69	< 0.1%
0.00115	68	< 0.1%
0.00102	67	< 0.1%
0.00119	66	< 0.1%
0.00117	65	< 0.1%
0.00116	65	< 0.1%
Other values (99324)	734992	99.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	4	< 0.1%
3 × 10^-5	1	< 0.1%
4 × 10^-5	3	< 0.1%
5 × 10^-5	4	< 0.1%
8 × 10^-5	4	< 0.1%
9 × 10^-5	5	< 0.1%
0.0001	2	< 0.1%
0.00012	2	< 0.1%
0.00013	3	< 0.1%
0.00014	4	< 0.1%

Value	Count	Frequency (%)
1	5159	0.7%
0.99999	5	< 0.1%
0.99998	11	< 0.1%
0.99997	8	< 0.1%
0.99996	5	< 0.1%
0.99995	11	< 0.1%
0.99994	12	< 0.1%
0.99993	9	< 0.1%
0.99992	10	< 0.1%
0.99991	9	< 0.1%

C_GAMMA
Real number (ℝ)

HIGH CORRELATION SKEWED ZEROS

Distinct	9177
Distinct (%)	1.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.009146531

Minimum	-4 × 10^-5
Maximum	4.85902
Zeros	8633
Zeros (%)	1.2%
Negative	2572
Negative (%)	0.3%
Memory size	5.7 MiB

Quantile statistics

Minimum	-4 × 10^-5
5-th percentile	0.00013
Q1	0.00191
median	0.00545
Q3	0.01098
95-th percentile	0.03247
Maximum	4.85902
Range	4.85906
Interquartile range (IQR)	0.00907

Descriptive statistics

Standard deviation	0.01506238
Coefficient of variation (CV)	1.6467861
Kurtosis	17759.658
Mean	0.009146531
Median Absolute Deviation (MAD)	0.00406
Skewness	72.989575
Sum	6775.5123
Variance	0.00022687529
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	8633	1.2%
6 × 10^-5	2410	0.3%
5 × 10^-5	2381	0.3%
4 × 10^-5	2242	0.3%
7 × 10^-5	2210	0.3%
9 × 10^-5	2111	0.3%
0.0001	2096	0.3%
8 × 10^-5	2063	0.3%
0.00011	2042	0.3%
0.00012	1967	0.3%
Other values (9167)	712619	96.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-4 × 10^-5	199	< 0.1%
-3 × 10^-5	505	0.1%
-2 × 10^-5	823	0.1%
-1 × 10^-5	1045	0.1%
0	8633	1.2%
1 × 10^-5	1550	0.2%
2 × 10^-5	1774	0.2%
3 × 10^-5	1934	0.3%
4 × 10^-5	2242	0.3%
5 × 10^-5	2381	0.3%

Value	Count	Frequency (%)
4.85902	1	< 0.1%
2.34081	1	< 0.1%
2.03335	1	< 0.1%
1.96583	1	< 0.1%
1.89826	1	< 0.1%
1.88722	1	< 0.1%
1.85446	1	< 0.1%
1.8544	1	< 0.1%
1.55917	1	< 0.1%
1.48943	1	< 0.1%

C_VEGA
Real number (ℝ)

HIGH CORRELATION SKEWED

Distinct	115456
Distinct (%)	15.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.293344

Minimum	-831.8998
Maximum	20.30734
Zeros	4745
Zeros (%)	0.6%
Negative	221
Negative (%)	< 0.1%
Memory size	5.7 MiB

Quantile statistics

Minimum	-831.8998
5-th percentile	0.00633
Q1	0.06934
median	0.19004
Q3	0.44005
95-th percentile	0.9017635
Maximum	20.30734
Range	852.20714
Interquartile range (IQR)	0.37071

Descriptive statistics

Standard deviation	2.2031302
Coefficient of variation (CV)	7.5103981
Kurtosis	87167.296
Mean	0.293344
Median Absolute Deviation (MAD)	0.15177
Skewness	-276.09448
Sum	217301.61
Variance	4.8537828
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	4745	0.6%
0.00098	119	< 0.1%
0.00107	113	< 0.1%
0.00079	111	< 0.1%
0.00093	111	< 0.1%
0.00097	108	< 0.1%
0.00083	108	< 0.1%
0.00113	107	< 0.1%
0.00082	106	< 0.1%
0.00078	104	< 0.1%
Other values (115446)	735042	99.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-831.8998	1	< 0.1%
-791.84214	1	< 0.1%
-783.30045	1	< 0.1%
-513.19982	1	< 0.1%
-507.50149	1	< 0.1%
-442.80003	1	< 0.1%
-402.8003	1	< 0.1%
-389.9996	1	< 0.1%
-363.49975	1	< 0.1%
-327.80032	1	< 0.1%

Value	Count	Frequency (%)
20.30734	1	< 0.1%
19.82675	1	< 0.1%
19.1228	1	< 0.1%
18.58464	1	< 0.1%
18.42335	1	< 0.1%
18.23315	1	< 0.1%
17.98272	1	< 0.1%
17.31834	1	< 0.1%
16.49933	1	< 0.1%
16.31371	1	< 0.1%

C_THETA
Real number (ℝ)

Distinct	30815
Distinct (%)	4.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	-0.043295572

Minimum	-4.99959
Maximum	0
Zeros	2249
Zeros (%)	0.3%
Negative	738525
Negative (%)	99.7%
Memory size	5.7 MiB

Quantile statistics

Minimum	-4.99959
5-th percentile	-0.13371
Q1	-0.05047
median	-0.02622
Q3	-0.01493
95-th percentile	-0.00433
Maximum	0
Range	4.99959
Interquartile range (IQR)	0.03554

Descriptive statistics

Standard deviation	0.058013479
Coefficient of variation (CV)	-1.3399403
Kurtosis	183.11862
Mean	-0.043295572
Median Absolute Deviation (MAD)	0.01453
Skewness	-7.4638835
Sum	-32072.234
Variance	0.0033655638
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	2249	0.3%
-0.01674	224	< 0.1%
-0.01611	222	< 0.1%
-0.01669	220	< 0.1%
-0.01572	220	< 0.1%
-0.01872	220	< 0.1%
-0.01661	219	< 0.1%
-0.01822	218	< 0.1%
-0.0171	216	< 0.1%
-0.01605	216	< 0.1%
Other values (30805)	736550	99.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-4.99959	1	< 0.1%
-2.8047	1	< 0.1%
-2.73061	1	< 0.1%
-2.70521	1	< 0.1%
-2.65492	1	< 0.1%
-2.60507	1	< 0.1%
-2.57964	1	< 0.1%
-2.50014	1	< 0.1%
-1.86002	1	< 0.1%
-1.85804	1	< 0.1%

Value	Count	Frequency (%)
0	2249	0.3%
-1 × 10^-5	16	< 0.1%
-2 × 10^-5	22	< 0.1%
-3 × 10^-5	16	< 0.1%
-4 × 10^-5	14	< 0.1%
-5 × 10^-5	17	< 0.1%
-6 × 10^-5	9	< 0.1%
-7 × 10^-5	11	< 0.1%
-8 × 10^-5	17	< 0.1%
-9 × 10^-5	25	< 0.1%

C_RHO
Real number (ℝ)

Distinct	157245
Distinct (%)	21.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.80027616

Minimum	-858.74562
Maximum	474.04912
Zeros	2252
Zeros (%)	0.3%
Negative	7061
Negative (%)	1.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	-858.74562
5-th percentile	0.00167
Q1	0.04267
median	0.16253
Q3	0.54346
95-th percentile	1.4547475
Maximum	474.04912
Range	1332.7947
Interquartile range (IQR)	0.50079

Descriptive statistics

Standard deviation	8.1475559
Coefficient of variation (CV)	10.18093
Kurtosis	2232.6923
Mean	0.80027616
Median Absolute Deviation (MAD)	0.14969
Skewness	-3.6587131
Sum	592823.77
Variance	66.382667
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	2252	0.3%
0.00049	323	< 0.1%
0.0003	288	< 0.1%
0.0005	287	< 0.1%
0.00048	284	< 0.1%
0.00051	278	< 0.1%
0.00039	276	< 0.1%
0.00046	272	< 0.1%
0.00037	269	< 0.1%
0.00023	268	< 0.1%
Other values (157235)	735977	99.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-858.74562	1	< 0.1%
-822.00009	1	< 0.1%
-809.50299	1	< 0.1%
-797.50458	1	< 0.1%
-785.50469	1	< 0.1%
-773.00351	1	< 0.1%
-748.2511	1	< 0.1%
-724.25042	1	< 0.1%
-700.5009	1	< 0.1%
-682.50012	1	< 0.1%

Value	Count	Frequency (%)
474.04912	1	< 0.1%
451.152	1	< 0.1%
437.59146	1	< 0.1%
434.28842	1	< 0.1%
426.81106	1	< 0.1%
419.92333	1	< 0.1%
416.98929	1	< 0.1%
415.95451	1	< 0.1%
411.73553	1	< 0.1%
407.28774	1	< 0.1%

C_IV
Real number (ℝ)

HIGH CORRELATION SKEWED

Distinct	109104
Distinct (%)	14.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.46240187

Minimum	-0.0005
Maximum	61.72025
Zeros	53
Zeros (%)	< 0.1%
Negative	2393
Negative (%)	0.3%
Memory size	5.7 MiB

Quantile statistics

Minimum	-0.0005
5-th percentile	0.21819
Q1	0.28282
median	0.33931
Q3	0.44694
95-th percentile	1.0398335
Maximum	61.72025
Range	61.72075
Interquartile range (IQR)	0.16412

Descriptive statistics

Standard deviation	0.68060993
Coefficient of variation (CV)	1.4719013
Kurtosis	1242.1237
Mean	0.46240187
Median Absolute Deviation (MAD)	0.070665
Skewness	25.821662
Sum	342535.28
Variance	0.46322988
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-3 × 10^-5	74	< 0.1%
0.00034	67	< 0.1%
0.00042	66	< 0.1%
0.00027	62	< 0.1%
0.29552	61	< 0.1%
-5 × 10^-5	61	< 0.1%
0.00021	61	< 0.1%
0.00026	60	< 0.1%
0.29403	60	< 0.1%
0.29294	59	< 0.1%
Other values (109094)	740143	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.0005	21	< 0.1%
-0.00049	49	< 0.1%
-0.00048	43	< 0.1%
-0.00047	49	< 0.1%
-0.00046	51	< 0.1%
-0.00045	58	< 0.1%
-0.00044	53	< 0.1%
-0.00043	45	< 0.1%
-0.00042	46	< 0.1%
-0.00041	31	< 0.1%

Value	Count	Frequency (%)
61.72025	1	< 0.1%
55.83797	1	< 0.1%
54.42318	1	< 0.1%
54.01149	1	< 0.1%
51.29721	1	< 0.1%
50.72417	1	< 0.1%
50.49236	1	< 0.1%
50.18894	1	< 0.1%
48.55927	1	< 0.1%
47.79657	1	< 0.1%

C_VOLUME
Real number (ℝ)

Distinct	7200
Distinct (%)	1.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	203.65131

Minimum	1
Maximum	183723
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	4
median	22
Q3	115
95-th percentile	645
Maximum	183723
Range	183722
Interquartile range (IQR)	111

Descriptive statistics

Standard deviation	1569.2255
Coefficient of variation (CV)	7.7054526
Kurtosis	1887.4
Mean	203.65131
Median Absolute Deviation (MAD)	21
Skewness	35.219036
Sum	1.508596 × 10⁸
Variance	2462468.7
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	90691	12.2%
2	49477	6.7%
3	28385	3.8%
4	24119	3.3%
5	23643	3.2%
10	18933	2.6%
6	15750	2.1%
7	12520	1.7%
8	11982	1.6%
11	10750	1.5%
Other values (7190)	454524	61.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
1	90691	12.2%
2	49477	6.7%
3	28385	3.8%
4	24119	3.3%
5	23643	3.2%
6	15750	2.1%
7	12520	1.7%
8	11982	1.6%
9	9086	1.2%
10	18933	2.6%

Value	Count	Frequency (%)
183723	1	< 0.1%
138469	1	< 0.1%
135213	1	< 0.1%
131280	1	< 0.1%
130860	1	< 0.1%
128935	1	< 0.1%
122894	1	< 0.1%
122412	1	< 0.1%
120733	1	< 0.1%
115426	1	< 0.1%

C_LAST
Real number (ℝ)

Distinct	17437
Distinct (%)	2.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	33.816217

Minimum	0.01
Maximum	396.1
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0.01
5-th percentile	0.1
Q1	4.6
median	18.05
Q3	47.4
95-th percentile	117.3
Maximum	396.1
Range	396.09
Interquartile range (IQR)	42.8

Descriptive statistics

Standard deviation	42.71999
Coefficient of variation (CV)	1.2632989
Kurtosis	7.5928274
Mean	33.816217
Median Absolute Deviation (MAD)	16.21
Skewness	2.3479908
Sum	25050174
Variance	1824.9975
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.01	13071	1.8%
0.02	4994	0.7%
0.03	3777	0.5%
0.04	2920	0.4%
0.05	2746	0.4%
0.06	2332	0.3%
0.07	2068	0.3%
0.08	1904	0.3%
0.1	1666	0.2%
0.09	1614	0.2%
Other values (17427)	703682	95.0%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0.01	13071	1.8%
0.02	4994	0.7%
0.03	3777	0.5%
0.04	2920	0.4%
0.05	2746	0.4%
0.06	2332	0.3%
0.07	2068	0.3%
0.08	1904	0.3%
0.09	1614	0.2%
0.1	1666	0.2%

Value	Count	Frequency (%)
396.1	2	< 0.1%
392.95	1	< 0.1%
389.6	1	< 0.1%
387.53	1	< 0.1%
386.4	4	< 0.1%
386.3	1	< 0.1%
377.81	10	< 0.1%
377.6	8	< 0.1%
376	1	< 0.1%
375.85	3	< 0.1%

C_SIZE
Categorical

Distinct	193090
Distinct (%)	26.1%
Missing	0
Missing (%)	0.0%
Memory size	5.7 MiB

1 x 1	8067
10 x 10	5062
20 x 20	3121
60 x 60	2431
100 x 100	2282
Other values (193085)	719811

Length

Max length	14
Median length	13
Mean length	8.5405819
Min length	6

Characters and Unicode

Total characters	6326641
Distinct characters	12
Distinct categories	3 ?
Distinct scripts	2 ?
Distinct blocks	1 ?

The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique	122182 ?
Unique (%)	16.5%

Sample

1st row	95 x 179
2nd row	1741 x 532
3rd row	64 x 10
4th row	335 x 316
5th row	689 x 484

Common Values

Value	Count	Frequency (%)
1 x 1	8067	1.1%
10 x 10	5062	0.7%
20 x 20	3121	0.4%
60 x 60	2431	0.3%
100 x 100	2282	0.3%
90 x 90	2135	0.3%
2 x 1	1923	0.3%
1 x 2	1776	0.2%
2 x 2	1750	0.2%
21 x 21	1703	0.2%
Other values (193080)	710524	95.9%

Length

Histogram of lengths of the category

Value	Count	Frequency (%)
x	740774	33.3%
1	69284	3.1%
10	42398	1.9%
20	41389	1.9%
2	28541	1.3%
21	23631	1.1%
5	22093	1.0%
30	19252	0.9%
60	18680	0.8%
11	18550	0.8%
Other values (2815)	1197730	53.9%

Most occurring characters

Value	Count	Frequency (%)
	2222322	35.1%
x	740774	11.7%
1	736901	11.6%
2	454319	7.2%
0	368355	5.8%
3	341405	5.4%
5	295283	4.7%
4	277200	4.4%
6	258978	4.1%
7	223997	3.5%
Other values (2)	407107	6.4%

Most occurring categories

Value	Count	Frequency (%)
Decimal Number	3363545	53.2%
Space Separator	2222322	35.1%
Lowercase Letter	740774	11.7%

Most frequent character per category

Decimal Number

Value	Count	Frequency (%)
1	736901	21.9%
2	454319	13.5%
0	368355	11.0%
3	341405	10.2%
5	295283	8.8%
4	277200	8.2%
6	258978	7.7%
7	223997	6.7%
9	204500	6.1%
8	202607	6.0%

Space Separator

Value	Count	Frequency (%)
	2222322	100.0%

Lowercase Letter

Value	Count	Frequency (%)
x	740774	100.0%

Most occurring scripts

Value	Count	Frequency (%)
Common	5585867	88.3%
Latin	740774	11.7%

Most frequent character per script

Common

Value	Count	Frequency (%)
	2222322	39.8%
1	736901	13.2%
2	454319	8.1%
0	368355	6.6%
3	341405	6.1%
5	295283	5.3%
4	277200	5.0%
6	258978	4.6%
7	223997	4.0%
9	204500	3.7%

Latin

Value	Count	Frequency (%)
x	740774	100.0%

Most occurring blocks

Value	Count	Frequency (%)
ASCII	6326641	100.0%

Most frequent character per block

ASCII

Value	Count	Frequency (%)
	2222322	35.1%
x	740774	11.7%
1	736901	11.6%
2	454319	7.2%
0	368355	5.8%
3	341405	5.4%
5	295283	4.7%
4	277200	4.4%
6	258978	4.1%
7	223997	3.5%
Other values (2)	407107	6.4%

C_BID
Real number (ℝ)

HIGH CORRELATION ZEROS

Distinct	16551
Distinct (%)	2.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	34.236765

Minimum	0
Maximum	429.06
Zeros	14468
Zeros (%)	2.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	0.09
Q1	4.5
median	17.85
Q3	47.05
95-th percentile	120.25
Maximum	429.06
Range	429.06
Interquartile range (IQR)	42.55

Descriptive statistics

Standard deviation	44.792394
Coefficient of variation (CV)	1.3083127
Kurtosis	9.0381223
Mean	34.236765
Median Absolute Deviation (MAD)	16.09
Skewness	2.5523002
Sum	25361706
Variance	2006.3585
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	14468	2.0%
0.01	5033	0.7%
0.02	3739	0.5%
0.03	2986	0.4%
0.05	2467	0.3%
0.04	2369	0.3%
0.06	2017	0.3%
0.07	1877	0.3%
0.08	1645	0.2%
0.1	1624	0.2%
Other values (16541)	702549	94.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	14468	2.0%
0.01	5033	0.7%
0.02	3739	0.5%
0.03	2986	0.4%
0.04	2369	0.3%
0.05	2467	0.3%
0.06	2017	0.3%
0.07	1877	0.3%
0.08	1645	0.2%
0.09	1480	0.2%

Value	Count	Frequency (%)
429.06	1	< 0.1%
423.8	1	< 0.1%
423.7	1	< 0.1%
422.95	1	< 0.1%
422.81	1	< 0.1%
422.71	1	< 0.1%
422.2	1	< 0.1%
421.9	1	< 0.1%
420.91	1	< 0.1%
418.9	1	< 0.1%

C_ASK
Real number (ℝ)

Distinct	16687
Distinct (%)	2.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	34.95558

Minimum	0
Maximum	433.39
Zeros	1209
Zeros (%)	0.2%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	0.12
Q1	4.75
median	18.35
Q3	48.11
95-th percentile	122.5
Maximum	433.39
Range	433.39
Interquartile range (IQR)	43.36

Descriptive statistics

Standard deviation	45.439213
Coefficient of variation (CV)	1.299913
Kurtosis	8.9065231
Mean	34.95558
Median Absolute Deviation (MAD)	16.45
Skewness	2.5357851
Sum	25894184
Variance	2064.7221
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.01	8686	1.2%
0.02	5547	0.7%
0.03	3949	0.5%
0.04	3210	0.4%
0.05	2727	0.4%
0.06	2234	0.3%
0.07	2130	0.3%
0.08	1922	0.3%
0.09	1770	0.2%
0.1	1732	0.2%
Other values (16677)	706867	95.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1209	0.2%
0.01	8686	1.2%
0.02	5547	0.7%
0.03	3949	0.5%
0.04	3210	0.4%
0.05	2727	0.4%
0.06	2234	0.3%
0.07	2130	0.3%
0.08	1922	0.3%
0.09	1770	0.2%

Value	Count	Frequency (%)
433.39	1	< 0.1%
427.56	1	< 0.1%
427.25	1	< 0.1%
427.01	1	< 0.1%
427	1	< 0.1%
426.5	1	< 0.1%
426.05	1	< 0.1%
425.41	1	< 0.1%
425.25	1	< 0.1%
422.61	1	< 0.1%

STRIKE
Real number (ℝ)

Distinct	447
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	169.37161

Minimum	2.5
Maximum	1000
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	2.5
5-th percentile	65
Q1	115
median	155
Q3	200
95-th percentile	335
Maximum	1000
Range	997.5
Interquartile range (IQR)	85

Descriptive statistics

Standard deviation	82.578649
Coefficient of variation (CV)	0.48755897
Kurtosis	3.1586629
Mean	169.37161
Median Absolute Deviation (MAD)	42.5
Skewness	1.4223541
Sum	1.2546609 × 10⁸
Variance	6819.2333
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
160	18703	2.5%
150	18534	2.5%
170	18395	2.5%
165	18124	2.4%
155	18087	2.4%
175	17829	2.4%
180	17487	2.4%
145	17404	2.3%
140	17382	2.3%
185	16181	2.2%
Other values (437)	562648	76.0%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
2.5	46	< 0.1%
5	2	< 0.1%
7.5	17	< 0.1%
10	2	< 0.1%
15	1	< 0.1%
17.5	19	< 0.1%
18.75	133	< 0.1%
20	176	< 0.1%
21.25	101	< 0.1%
22.5	220	< 0.1%

Value	Count	Frequency (%)
1000	5	< 0.1%
900	6	< 0.1%
800	1	< 0.1%
780	1	< 0.1%
750	2	< 0.1%
740	3	< 0.1%
730	1	< 0.1%
725	5	< 0.1%
720	18	< 0.1%
710	2	< 0.1%

STRIKE_DISTANCE
Real number (ℝ)

Distinct	3118
Distinct (%)	0.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	44.107127

Minimum	0
Maximum	500.8
Zeros	1113
Zeros (%)	0.2%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	2.4
Q1	12.1
median	29.6
Q3	61.1
95-th percentile	133.4
Maximum	500.8
Range	500.8
Interquartile range (IQR)	49

Descriptive statistics

Standard deviation	45.828131
Coefficient of variation (CV)	1.0390187
Kurtosis	7.0167252
Mean	44.107127
Median Absolute Deviation (MAD)	20.9
Skewness	2.1923291
Sum	32673413
Variance	2100.2176
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
5	2415	0.3%
10	2149	0.3%
4	2001	0.3%
2	1975	0.3%
3	1968	0.3%
7	1952	0.3%
6	1938	0.3%
8	1895	0.3%
1	1864	0.3%
15	1856	0.3%
Other values (3108)	720761	97.3%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1113	0.2%
0.1	1623	0.2%
0.2	1488	0.2%
0.3	1491	0.2%
0.4	1370	0.2%
0.5	1560	0.2%
0.6	1295	0.2%
0.7	1354	0.2%
0.8	1663	0.2%
0.9	1578	0.2%

Value	Count	Frequency (%)
500.8	2	< 0.1%
500	3	< 0.1%
447.8	1	< 0.1%
440.2	1	< 0.1%
440	1	< 0.1%
431.2	1	< 0.1%
425	2	< 0.1%
424.3	2	< 0.1%
424.2	2	< 0.1%
422.5	2	< 0.1%

STRIKE_DISTANCE_PCT
Real number (ℝ)

Distinct	1423
Distinct (%)	0.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.23673155

Minimum	0
Maximum	1.895
Zeros	1567
Zeros (%)	0.2%
Negative	0
Negative (%)	0.0%
Memory size	5.7 MiB

Quantile statistics

Minimum	0
5-th percentile	0.015
Q1	0.075
median	0.174
Q3	0.35
95-th percentile	0.652
Maximum	1.895
Range	1.895
Interquartile range (IQR)	0.275

Descriptive statistics

Standard deviation	0.2061734
Coefficient of variation (CV)	0.87091647
Kurtosis	1.4725355
Mean	0.23673155
Median Absolute Deviation (MAD)	0.118
Skewness	1.2263407
Sum	175364.57
Variance	0.042507472
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.017	2805	0.4%
0.046	2770	0.4%
0.031	2751	0.4%
0.029	2736	0.4%
0.025	2713	0.4%
0.04	2690	0.4%
0.027	2669	0.4%
0.059	2668	0.4%
0.03	2656	0.4%
0.043	2641	0.4%
Other values (1413)	713675	96.3%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1567	0.2%
0.001	2326	0.3%
0.002	2406	0.3%
0.003	2279	0.3%
0.004	2223	0.3%
0.005	2425	0.3%
0.006	2400	0.3%
0.007	2237	0.3%
0.008	2554	0.3%
0.009	2453	0.3%

Value	Count	Frequency (%)
1.895	1	< 0.1%
1.874	1	< 0.1%
1.86	1	< 0.1%
1.84	1	< 0.1%
1.833	2	< 0.1%
1.8	1	< 0.1%
1.784	1	< 0.1%
1.777	1	< 0.1%
1.765	1	< 0.1%
1.763	1	< 0.1%

Auto

Heatmap
Table

	UNDERLYING_LAST	EXPIRE_UNIX	DTE	C_DELTA	C_GAMMA	C_VEGA	C_THETA	C_RHO	C_IV	C_VOLUME	C_LAST	C_BID	C_ASK	STRIKE	STRIKE_DISTANCE	STRIKE_DISTANCE_PCT
UNDERLYING_LAST	1.000	-0.084	0.038	0.050	-0.287	0.304	-0.354	0.177	0.023	-0.100	0.291	0.291	0.296	0.665	0.302	0.016
EXPIRE_UNIX	-0.084	1.000	0.344	-0.019	-0.134	0.200	0.129	0.306	0.102	-0.108	0.095	0.093	0.095	-0.037	0.125	0.174
DTE	0.038	0.344	1.000	-0.051	-0.241	0.765	0.452	0.833	-0.152	-0.203	0.333	0.328	0.334	-0.003	0.271	0.288
C_DELTA	0.050	-0.019	-0.051	1.000	-0.349	-0.205	-0.098	0.220	0.498	-0.418	0.836	0.839	0.835	-0.556	0.224	0.217
C_GAMMA	-0.287	-0.134	-0.241	-0.349	1.000	0.155	-0.412	-0.124	-0.603	0.471	-0.561	-0.560	-0.564	0.056	-0.867	-0.823
C_VEGA	0.304	0.200	0.765	-0.205	0.155	1.000	-0.076	0.793	-0.342	0.015	0.184	0.180	0.186	0.332	-0.114	-0.214
C_THETA	-0.354	0.129	0.452	-0.098	-0.412	-0.076	1.000	0.154	-0.098	-0.173	-0.051	-0.053	-0.052	-0.242	0.369	0.525
C_RHO	0.177	0.306	0.833	0.220	-0.124	0.793	0.154	1.000	-0.091	-0.220	0.535	0.532	0.536	-0.025	0.086	0.038
C_IV	0.023	0.102	-0.152	0.498	-0.603	-0.342	-0.098	-0.091	1.000	-0.352	0.534	0.535	0.534	-0.306	0.493	0.497
C_VOLUME	-0.100	-0.108	-0.203	-0.418	0.471	0.015	-0.173	-0.220	-0.352	1.000	-0.477	-0.476	-0.480	0.179	-0.439	-0.430
C_LAST	0.291	0.095	0.333	0.836	-0.561	0.184	-0.051	0.535	0.534	-0.477	1.000	0.999	0.999	-0.364	0.428	0.354
C_BID	0.291	0.093	0.328	0.839	-0.560	0.180	-0.053	0.532	0.535	-0.476	0.999	1.000	1.000	-0.366	0.427	0.353
C_ASK	0.296	0.095	0.334	0.835	-0.564	0.186	-0.052	0.536	0.534	-0.480	0.999	1.000	1.000	-0.359	0.431	0.356
STRIKE	0.665	-0.037	-0.003	-0.556	0.056	0.332	-0.242	-0.025	-0.306	0.179	-0.364	-0.366	-0.359	1.000	0.061	-0.158
STRIKE_DISTANCE	0.302	0.125	0.271	0.224	-0.867	-0.114	0.369	0.086	0.493	-0.439	0.428	0.427	0.431	0.061	1.000	0.946
STRIKE_DISTANCE_PCT	0.016	0.174	0.288	0.217	-0.823	-0.214	0.525	0.038	0.497	-0.430	0.354	0.353	0.356	-0.158	0.946	1.000

Count
Matrix

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

First rows
Last rows

	QUOTE_DATE	UNDERLYING_LAST	EXPIRE_DATE	EXPIRE_UNIX	DTE	C_DELTA	C_GAMMA	C_VEGA	C_THETA	C_RHO	C_IV	C_VOLUME	C_LAST	C_SIZE	C_BID	C_ASK	STRIKE	STRIKE_DISTANCE	STRIKE_DISTANCE_PCT
0	2016-01-04	105.35	2016-07-15	1468612800	192.96	0.26181	0.01644	0.24937	-0.01543	0.12803	0.25910	688.0	2.59	95 x 179	2.85	2.92	120.0	14.7	0.139
1	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.70669	0.02061	0.19101	-0.02613	0.15454	0.30183	4.0	10.55	1741 x 532	10.80	11.01	97.5	7.8	0.075
2	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.65154	0.02256	0.20611	-0.02747	0.14980	0.29516	688.0	9.10	64 x 10	9.20	9.25	100.0	5.3	0.051
3	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.28002	0.02283	0.18816	-0.02274	0.07569	0.26419	655.0	2.38	335 x 316	2.35	2.43	115.0	9.7	0.092
4	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.06729	0.00901	0.07298	-0.00907	0.01932	0.25771	260.0	0.42	689 x 484	0.38	0.43	130.0	24.7	0.234
5	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.04182	0.00603	0.05037	-0.00657	0.01205	0.26220	199.0	0.25	175 x 626	0.21	0.27	135.0	29.7	0.281
6	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.02506	0.00396	0.03337	-0.00401	0.00700	0.26767	106.0	0.15	447 x 4	0.12	0.15	140.0	34.7	0.329
7	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.01703	0.00271	0.02352	-0.00339	0.00468	0.27741	30.0	0.10	1032 x 732	0.06	0.12	145.0	39.7	0.376
8	2016-01-04	105.35	2016-04-15	1460750400	101.96	0.01105	0.00175	0.01551	-0.00170	0.00260	0.28340	164.0	0.08	1403 x 737	0.02	0.09	150.0	44.7	0.424
9	2016-01-04	105.35	2016-06-17	1466193600	164.96	0.91103	0.00158	0.08025	-0.01098	0.05264	0.51127	10.0	39.20	48 x 41	40.30	40.80	65.0	40.3	0.383

	QUOTE_DATE	UNDERLYING_LAST	EXPIRE_DATE	EXPIRE_UNIX	DTE	C_DELTA	C_GAMMA	C_VEGA	C_THETA	C_RHO	C_IV	C_VOLUME	C_LAST	C_SIZE	C_BID	C_ASK	STRIKE	STRIKE_DISTANCE	STRIKE_DISTANCE_PCT
740764	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.78587	0.01465	0.20599	-0.06325	0.18514	0.27468	711.0	16.82	4 x 8	16.60	16.70	180.0	13.8	0.071
740765	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.71353	0.01868	0.24139	-0.06681	0.17107	0.25357	1653.0	12.50	48 x 118	12.50	12.65	185.0	8.8	0.045
740766	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.61663	0.02277	0.27109	-0.06868	0.15011	0.23311	5276.0	8.95	519 x 13	8.85	8.95	190.0	3.8	0.020
740767	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.49588	0.02542	0.28387	-0.06699	0.12323	0.21822	3018.0	5.87	20 x 32	5.85	5.90	195.0	1.2	0.006
740768	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.36421	0.02543	0.26764	-0.05859	0.09091	0.20543	4634.0	3.52	5 x 414	3.50	3.55	200.0	6.2	0.032
740769	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.23988	0.02206	0.22215	-0.04608	0.06025	0.19648	3189.0	1.94	130 x 89	1.89	1.94	205.0	11.2	0.058
740770	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.08106	0.01089	0.10746	-0.02092	0.02028	0.19127	1378.0	0.50	103 x 10	0.48	0.50	215.0	21.2	0.110
740771	2023-06-30	193.78	2023-09-15	1694808000	77.00	0.97397	0.00052	0.04964	-0.03801	0.11192	1.20858	2.0	118.80	90 x 65	118.55	121.35	75.0	118.8	0.613
740772	2023-06-30	193.78	2023-08-18	1692388800	49.00	0.14302	0.01650	0.16193	-0.03228	0.03659	0.19145	2771.0	0.98	191 x 95	0.96	0.99	210.0	16.2	0.084
740773	2023-06-30	193.78	2025-12-19	1766178000	903.04	0.40507	0.00533	1.15443	-0.02054	1.52542	0.23167	7.0	17.10	58 x 217	15.50	18.60	245.0	51.2	0.264

Overview

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Length

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Common

Latin

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ASCII

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Sample